2012•SSRN Electronic JournalOpen access

The Relationship between Credit Default Swap Spreads, Bond Yields, and Credit Rating Announcements

Mirela Predescu, John Hull, Alan White

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Key concepts: Credit default swap, Credit rating, Bond credit rating, Business, iTraxx, Financial system, Credit default swap index, Credit derivative

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The Relationship between Credit Default Swap Spreads, Bond Yields, and Credit Rating Announcements — Research Paper | ScholarLens